7
H index
6
i10 index
199
Citations
David Jamieson Bolder : Citation Profile
| RESEARCH PRODUCTION: 1 Articles 13 Papers 2 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (1998 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with David Jamieson Bolder. | Is cited by:
| Cites to:
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Main data
Where David Jamieson Bolder has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Staff Working Papers / Bank of Canada | 11 |
Recent works citing David Jamieson Bolder (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Computing the EU’s SURE Interest Savings with an Extended Debt Sustainability Analysis Tool. (2023). Pérez, Javier ; Kataryniuk, Iván ; Perez, Javier J ; Burriel, Pablo. In: Hacienda Pública Española / Review of Public Economics. RePEc:hpe:journl:y:2023:v:245:i:2:p:157-178. Full description at Econpapers || Download paper |
| 2023 | Le modèle hybride de la structure par terme des primes souveraines de crédit et de liquidité dans la zone UEMOA. (2023). Bamba, Lambert Ngaladjo ; Gbongue, Florent Kanga. In: Region et Developpement. RePEc:tou:journl:v:57:y:2023:p:101-145. Full description at Econpapers || Download paper |
| 2023 | Pricing the Bund term structure with linear regressions – without an observable short rate. (2023). Speck, Christian. In: Discussion Papers. RePEc:zbw:bubdps:082023. Full description at Econpapers || Download paper |
Works by David Jamieson Bolder:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | The Canadian Debt-Strategy Model In: Bank of Canada Review. [Full Text][Citation analysis] | article | 7 |
| 2011 | The Canadian Debt-Strategy Model: An Overview of the Principal Elements In: Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 1999 | Yield Curve Modelling at the Bank of Canada In: Technical Reports. [Full Text][Citation analysis] | paper | 47 |
| 2001 | Affine Term-Structure Models: Theory and Implementation In: Staff Working Papers. [Full Text][Citation analysis] | paper | 29 |
| 2002 | Towards a More Complete Debt Strategy Simulation Framework In: Staff Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2002 | Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada In: Staff Working Papers. [Full Text][Citation analysis] | paper | 30 |
| 2003 | A Stochastic Simulation Framework for the Government of Canadas Debt Strategy In: Staff Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2004 | An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates In: Staff Working Papers. [Full Text][Citation analysis] | paper | 34 |
| 2006 | Modelling Term-Structure Dynamics for Risk Management: A Practitioners Perspective In: Staff Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2007 | Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis In: Staff Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2007 | Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis.(2007) In: Staff Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2007 | Examining Simple Joint Macroeconomic and Term-Structure Models: A Practitioners Perspective In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2008 | Combining Canadian Interest-Rate Forecasts In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Combining Canadian Interest Rate Forecasts.(2010) In: Palgrave Macmillan Books. [Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
| 1998 | Easing Restrictions on the Stripping and Reconstitution of Government of Canada Bonds In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Fixed-Income Portfolio Analytics In: Springer Books. [Citation analysis] | book | 2 |
| 2018 | Credit-Risk Modelling In: Springer Books. [Citation analysis] | book | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team